We did Heathrow/Amsterdam/Orlando with KLM/Martinair this March and our luggage was checked in at Heathrow and we didn't pick it up again until we arrived in Orlando.

It was the same coming home. Checked bags in at Orlando and picked them up again at Heathrow.

You are treated as an "in transit" passenger at Schipol, both ways, so you don't go through immigration/customs or anything like that, so you don't get your checked luggage until your final destination.